What do you want to listen to?
Some AVRs, when you select a audio-only source, will leave the last video up on screen.
I'm expecting this isn't a feature supported by a more entry-level model like this.
Still, I would dig through the menus and see if there is a way to de-associate HDMI from something like the CD input. So, when you switch to CD, it doesn't try to switch the video, just the audio.
Another option is to use the analog inputs for your music, and HDMI for your video & audio. When you want to listen to music, push a button on the remote or receiver to use 'analog audio', and you will get your music source via analog, while your video still passes via HDMI. When you want your video w/audio back again, force the audio back to digital.